| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,766.0 |
2,748.0 |
-18.0 |
-0.7% |
2,738.0 |
| High |
2,790.0 |
2,760.0 |
-30.0 |
-1.1% |
2,790.0 |
| Low |
2,744.0 |
2,714.0 |
-30.0 |
-1.1% |
2,710.0 |
| Close |
2,757.0 |
2,730.0 |
-27.0 |
-1.0% |
2,730.0 |
| Range |
46.0 |
46.0 |
0.0 |
0.0% |
80.0 |
| ATR |
41.3 |
41.6 |
0.3 |
0.8% |
0.0 |
| Volume |
118 |
75 |
-43 |
-36.4% |
5,560 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,872.7 |
2,847.3 |
2,755.3 |
|
| R3 |
2,826.7 |
2,801.3 |
2,742.7 |
|
| R2 |
2,780.7 |
2,780.7 |
2,738.4 |
|
| R1 |
2,755.3 |
2,755.3 |
2,734.2 |
2,745.0 |
| PP |
2,734.7 |
2,734.7 |
2,734.7 |
2,729.5 |
| S1 |
2,709.3 |
2,709.3 |
2,725.8 |
2,699.0 |
| S2 |
2,688.7 |
2,688.7 |
2,721.6 |
|
| S3 |
2,642.7 |
2,663.3 |
2,717.4 |
|
| S4 |
2,596.7 |
2,617.3 |
2,704.7 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.3 |
2,936.7 |
2,774.0 |
|
| R3 |
2,903.3 |
2,856.7 |
2,752.0 |
|
| R2 |
2,823.3 |
2,823.3 |
2,744.7 |
|
| R1 |
2,776.7 |
2,776.7 |
2,737.3 |
2,760.0 |
| PP |
2,743.3 |
2,743.3 |
2,743.3 |
2,735.0 |
| S1 |
2,696.7 |
2,696.7 |
2,722.7 |
2,680.0 |
| S2 |
2,663.3 |
2,663.3 |
2,715.3 |
|
| S3 |
2,583.3 |
2,616.7 |
2,708.0 |
|
| S4 |
2,503.3 |
2,536.7 |
2,686.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.0 |
2,710.0 |
80.0 |
2.9% |
45.4 |
1.7% |
25% |
False |
False |
1,112 |
| 10 |
2,801.0 |
2,710.0 |
91.0 |
3.3% |
38.5 |
1.4% |
22% |
False |
False |
699 |
| 20 |
2,809.0 |
2,710.0 |
99.0 |
3.6% |
32.7 |
1.2% |
20% |
False |
False |
5,162 |
| 40 |
2,809.0 |
2,561.0 |
248.0 |
9.1% |
39.6 |
1.5% |
68% |
False |
False |
3,554 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.5% |
35.2 |
1.3% |
65% |
False |
False |
2,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,955.5 |
|
2.618 |
2,880.4 |
|
1.618 |
2,834.4 |
|
1.000 |
2,806.0 |
|
0.618 |
2,788.4 |
|
HIGH |
2,760.0 |
|
0.618 |
2,742.4 |
|
0.500 |
2,737.0 |
|
0.382 |
2,731.6 |
|
LOW |
2,714.0 |
|
0.618 |
2,685.6 |
|
1.000 |
2,668.0 |
|
1.618 |
2,639.6 |
|
2.618 |
2,593.6 |
|
4.250 |
2,518.5 |
|
|